We want to get historical data for instruments NQ group (CME exchange) for 2021 year (NQH2021, NQM2021, NQU2021, NQZ2021). First, we found corresponding RICs: NQH1^2, NQM1^2, NQU1^2, NQZ1^2.
Second, we created Instrument List and run the extraction. Unfortunately, we did not get any data with the following log:
Extraction Services Version 16.1.44123 (ed92f5e3e332), Built Aug 10 2022 01:55:41 User ID: 9032218 Extraction ID: 2000000452348934 Correlation ID: CiD/9007633/hT6sOA.082c3ef2aa9333a7/EQM/ED.0x082e93c3709337be.0 Schedule: 26.09.2022 10.28.25 (ID = 0x082e93c3708337be) Input List (4 items): NQ (ID = 0x082e93caea833780) Created: 26-09-2022 09:11:25 Last Modified: 26-09-2022 10:24:07 Report Template (5 fields): NQ2021 (ID = 0x082e93ce9943377e) Created: 26-09-2022 10:28:09 Last Modified: 26-09-2022 10:28:09 Schedule dispatched via message queue (0x082e93c3709337be) Schedule Time: 26-09-2022 10:28:46 Processing started at 26-09-2022 10:28:43 Processing completed successfully at 26-09-2022 10:28:49 Extraction finished at 26-09-2022 10:28:49 UTC, with servers: x07q13 Instrument <RIC,NQZ1^2> expanded to 0 RICS. Instrument <RIC,NQU1^2> expanded to 0 RICS. Instrument <RIC,NQM1^2> expanded to 0 RICS. Instrument <RIC,NQH1^2> expanded to 0 RICS. Range Query from 2021-01-01T00:00:00.000 to 2022-01-01T23:59:59.000 (UTC) Report suppressed because there are no instruments
Why these codes expanded to 0 RICS? We need market data for all instruments (NQH, NQM, NQU, NQZ) from 2000 to 2022.
Thanks in advance!